A.I. McLeod

arfima

Simulates, fits, and predicts long-memory and anti-persistent time
series, possibly mixed with ARMA,...

Best subset glm using AIC, BIC, EBIC, BICq or Cross-Validation. For the normal case, the 'leaps' is ...

Fit dynamic intervention model using the arima() function.

Exact MLE and Whittle MLE estimation for power law decay models.

Comprehensive model building function for identification,<U+000a>estimation and diagnostic checking ...

Implements fast maximum likelihood algorithm for fitting ARMA time series. Uses S3 methods print, su...

Johnson curve distributions.  Implementation of AS100 and
AS99.

Computes the Kendall rank correlation and Mann-Kendall<U+000a>trend test. See documentation for use ...

Methods of developing linear time series modelling.
Methods are given for loglikelihood computation,...

Implements p-value computations using an approximation to the cumulative distribution function for a...